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BSMW vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMW vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2032 Municipal Bond ETF (BSMW) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSMW achieves a 0.38% return, which is significantly lower than GUSH's 73.66% return.


BSMW

1D
0.15%
1M
-1.32%
6M
-0.77%
YTD
0.38%
1Y
4.56%
3Y*
2.80%
5Y*
10Y*
ALL TIME*
3.01%

GUSH

1D
-2.48%
1M
22.28%
6M
43.46%
YTD
73.66%
1Y
75.79%
3Y*
2.35%
5Y*
20.08%
10Y*
-35.64%
ALL TIME*
-42.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$855.22K$847.67K$742.02K
$37.02M$34.09M$31.84M

BSMW vs. GUSH - Yearly Performance Comparison


2026 (YTD)202520242023
BSMW
Invesco BulletShares 2032 Municipal Bond ETF
0.38%3.42%-0.35%7.00%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
73.66%-19.39%-12.73%-0.55%

Correlation

The correlation between BSMW and GUSH is -0.34, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.34

Correlation (3Y)
Balances recent behavior with more history.

-0.13

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2023

-0.14

Over the past year, the inverse relationship between BSMW and GUSH has strengthened: their correlation has moved from -0.14 to -0.34, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BSMW vs. GUSH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSMW
BSMW Risk / Return Rank: 5656
Overall Rank
BSMW Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BSMW Sortino Ratio Rank: 6363
Sortino Ratio Rank
BSMW Omega Ratio Rank: 7373
Omega Ratio Rank
BSMW Calmar Ratio Rank: 3939
Calmar Ratio Rank
BSMW Martin Ratio Rank: 3838
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 4646
Overall Rank
GUSH Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 4545
Sortino Ratio Rank
GUSH Omega Ratio Rank: 4343
Omega Ratio Rank
GUSH Calmar Ratio Rank: 5252
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSMW vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2032 Municipal Bond ETF (BSMW) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSMWGUSHDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.34

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

1.57

2.11

-0.53

Martin ratioReturn relative to average drawdown

4.39

4.74

-0.35

BSMW vs. GUSH - Sharpe Ratio Comparison

The current BSMW Sharpe Ratio is 1.73, which is comparable to the GUSH Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of BSMW and GUSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSMW vs. GUSH - Drawdown Comparison

The maximum BSMW drawdown since its inception was -7.57%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for BSMW and GUSH.


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Drawdown Indicators


BSMWGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-7.57%

-99.98%

+92.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-36.18%

+33.26%

Max Drawdown (3Y)

Largest decline over 3 years

-6.44%

-63.59%

+57.15%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-1.88%

-99.79%

+97.91%

Average Drawdown

Average peak-to-trough decline

-1.70%

-92.99%

+91.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

16.04%

-15.00%

Volatility

BSMW vs. GUSH - Volatility Comparison

The current volatility for Invesco BulletShares 2032 Municipal Bond ETF (BSMW) is 0.93%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 17.34%. This indicates that BSMW experiences smaller price fluctuations and is considered to be less risky than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMWGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

17.34%

-16.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

44.83%

-42.74%

Volatility (1Y)

Calculated over the trailing 1-year period

2.65%

56.58%

-53.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

67.36%

-62.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

92.79%

-87.88%

BSMW vs. GUSH - Expense Ratio Comparison

BSMW has a 0.18% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

BSMW vs. GUSH - Dividend Comparison

BSMW's dividend yield for the trailing twelve months is around 3.25%, more than GUSH's 1.25% yield.


PositionTTM2025202420232022202120202019201820172016
BSMW
Invesco BulletShares 2032 Municipal Bond ETF
3.25%3.24%3.48%2.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.25%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%

Frequently Asked Questions


BSMW and GUSH have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUSH has higher volatility (17.34%) compared to BSMW (0.93%). In terms of maximum drawdown, BSMW dropped -7.57% vs GUSH's -99.98%.

On 3-year performance, BSMW leads with 2.80% vs 2.35% for GUSH. On fees, BSMW is cheaper at 0.18% per year. On volatility, BSMW has been the lower-risk option at 0.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BSMW has performed better with a 2.80% return vs 2.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMW is cheaper with a 0.18% expense ratio, compared with 1.17% for GUSH.

BSMW has the higher dividend yield at 3.25%, compared with 1.25% for GUSH.

BSMW is categorized as Municipal Bonds, while GUSH is Leveraged Equities. BSMW tracks Invesco BulletShares USD Municipal Bond 2032 Index, while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). They also come from different issuers: Invesco and Direxion. Their fees differ too: 0.18% for BSMW and 1.17% for GUSH.

BSMW currently has the higher Sharpe Ratio (1.73 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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